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Современные подходы к проверке однородности и независимости

Tuesday, 05 September 2023 13:47

Спецкурс для студентов 3-6 курсов, аспирантов

Представляет собой полугодовой спецкурс по выбору кафедры. Лектор Александр Викторович Шкляев

В курсе освещаются подходы для проверки данных двух видов гипотез.

В последние 15 лет был получен большой спектр подходов к проверке гипотезы однородности и гипотезы независимости. Мы сформулируем общий подход к рассмотрению критериев независимости и однородности и рассмотрим наиболее удачные версии, стартуя с классических критериев Стьюдента, Манна-Уитни, Пирсона, Спирмена, Кенделла, хи-квадрат и продолжая критериями BWS, MMD, Energy Test, Dcov, HSIC, HHG и прочими. Мы рассмотрим как прикладной аспект (сравним критерии на ряде популярных массивов данных), так и теоретический, построив, в частности, столь важную в различных целях конструкцию RKHS.

Для сдачи курса нужно сдать экзамен по теории. Сложность экзамена значительно варьируется в зависимости от выполнения домашних заданий.

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